Exact solution of the Bellman equation for a -discounted reward in a two-armed bandit with switching arms.
International Journal of Stochastic Analysis, Tome 12 (1999) no. 2, p. 151.

Voir la notice de l'article dans European Digital Mathematics Library

DOI : 10.1155/S1048953399000155
Classification : 91A60, 60J99, 49L20
Mots-clés : two-armed bandit, switching arms, Bellman equation, -discounted reward, -discounted reward 
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     title = {Exact solution of the {Bellman} equation for a -discounted reward in a two-armed bandit with switching arms.},
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Donchev, Doncho S. Exact solution of the Bellman equation for a -discounted reward in a two-armed bandit with switching arms.. International Journal of Stochastic Analysis, Tome 12 (1999) no. 2, p. 151. doi : 10.1155/S1048953399000155. https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953399000155/

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